Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1112125.3311 | -20113.4452 | -1092011.8859 | -689548.8426 | -3473121.6264 | 2783572.7838 |
Total P&L (%) | -1112.1253 | -20.1134 | -1092.0119 | -689.5488 | -3473.1216 | 2783.5728 |
Avg Daily Profit (%) | -0.6108 | -0.011 | -0.5998 | 0 | 0 | 0.1848 |
Buy And Hold Return (%) | 650.0062 | 650.0062 | 650.0062 | 650.0062 | 650.0062 | 650.0062 |
Max Trade Drawdown | -1203527 | -183430 | -1134719 | -10279212 | -7775032 | -2865479 |
Profit Factor | 0.325 | 0.9322 | 0.1916 | 0.9525 | 0.619 | 1.5157 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 68 | 34 | 34 | 45 | 22 | 23 |
Losing Trades | 25 | 13 | 12 | 48 | 25 | 23 |
Profitability (%) | 73.1183 | 72.3404 | 73.913 | 48.3871 | 46.8085 | 50 |
Ratio Avg Win / Avg Loss | 0.1195 | 0.3564 | 0.0676 | 1.016 | 0.7034 | 1.5157 |
Largest Winning Trade | 46174 | 46174 | 18561 | 3135596 | 1199922 | 3135596 |
Largest Losing Trade | -595131 | -74873 | -595131 | -6642392 | -6642392 | -1828236 |
Avg Bars in Trades | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Winners | 21 | 23 | 20 | 60 | 60 | 61 |
Avg Bars in Losers | 149 | 146 | 153 | 51 | 54 | 49 |
Bars Traded | 5225 | 2682 | 2543 | 5225 | 2682 | 2543 |
Profit Streak | 28.5381 | 67.5381 | 28.5381 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575645 | -576366 | -576139 | -579490 | -581938 | 306851 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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